Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47810.95 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46415.99 Kr¶

PnL: ---------------------------------------> -472.58 Kr¶

DD now: ---------------------------------> -1.684 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:12:29.628975'

Anic Portfolio¶

Today¶

Return: -0.36 %¶

This Week¶

Return: -0.213 %¶

Total¶

Return: 56.521 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.320000 3218.800000 247.800000 8.340000 2971.000006
HEBA B 70 -0.120000 2835.000000 199.000000 7.550000 2636.000010
Corem Property Group B 59 0.370000 635.430000 58.430000 10.130000 576.999999
AcadeMedia 12 -0.200000 601.200000 44.200000 7.940000 557.000004
MedCap 2 -0.220000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.580000 394.700000 39.700000 11.180000 355.000000
HMS Networks 2 -1.510000 706.400000 33.400000 4.960000 673.000000
Resurs Holding 22 0.260000 605.220000 31.220000 5.440000 573.999998
Intrum 4 0.330000 548.200000 21.200000 4.020000 527.000000
Boozt 12 -0.780000 1675.200000 21.200000 1.280000 1653.999996
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -0.850000 560.000000 17.000000 3.130000 543.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
OEM International B 7 -0.390000 542.500000 14.500000 2.750000 527.999997
Swedbank A 3 1.160000 575.100000 11.100000 1.970000 564.000000
Nordea Bank Abp 29 0.610000 3464.920000 10.920000 0.320000 3453.999992
Coor Service Management Hold. 8 -0.800000 542.400000 10.400000 1.950000 532.000000
SAAB B 8 -0.520000 3385.600000 8.600000 0.250000 3377.000000
Securitas B 6 -0.290000 578.280000 8.280000 1.450000 570.000000
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
CTEK 13 0.360000 538.590000 4.590000 0.860000 533.999999
Handelsbanken A 5 0.730000 550.000000 4.000000 0.730000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.190000 248.400000 2.400000 0.980000 246.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.880000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 -0.640000 559.600000 -14.400000 -2.510000 574.000000
International Petroleum Corp. 5 -0.520000 572.000000 -22.570000 -3.800000 594.565215
Essity A 4 -0.710000 1124.000000 -25.000000 -2.180000 1149.000000
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 0.350000 553.490000 -59.510000 -9.710000 612.999432
Axfood 13 0.210000 3668.600000 -87.400000 -2.330000 3756.000001
OX2 18 -1.380000 1420.200000 -243.800000 -14.650000 1663.999992
Fasadgruppen Group 35 -2.200000 3419.500000 -391.500000 -10.270000 3810.999990
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46415.990000 -472.580000 -1.68403% 46888.564618

Updated:¶

'2023-01-24 09:12:42.149602'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶